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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0021	3.63***
αARCH	0.0291	6.61***
βGARCH	0.9651	194.55***
γleverage	-0.0341	-0.56

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0021	3.63***
α ARCH Response to squared shocks	0.0291	6.61***
β GARCH Volatility persistence	0.9651	194.55***
γ leverage Additional response to negative shocks	-0.0341	-0.56

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Norwegian Krone AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Norwegian Krone Analyses